In reply toMegatrain is only useful if you want to travel at obscure times during the week. They never have anything for a Friday evening or a Sunday which makes it useless for weekend trips.
I'm a big advocate of the National Express coaches. I got a Friday- Sunday return to Cardiff from London for £12.
Takes a bit longer but it saved me over £60. They have a wide choice of departure times as well.
I used to get returns to Sheffield for less than a tenner when I was going visit Tim before he moved down. The train would have been over £80

Edit- this is Jay posting
I've only ever used it on fridays, Saturdays and sundays, It was 3 years ago now though so maybe they've changed? On saturday I went on train, sheffield to London st pancras to pick mrs up from heathrow, Then on the sunday we got bus back from victoria station (Think that was its name). Cost me £20 in total for me, Spot on.